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Aproximadamente 21 registro(s) hasta el momento: (journal)

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Recurso libre

One-Arm Exponent for Critical 2D Percolation
Lawler, Gregory F.; Duke University and Cornell University - Schramm, Oded; Microsoft Research - Werner, Wendelin; Université Paris-Sud and IUF

Formato:	Peer-reviewed Article,
Enlaces:	The probability that the cluster of the origin in critical site percolation on the triangular grid has diameter larger than $R$ is proved to decay like $R$ to the power $5/48$ as $R$ goes to infinity.
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

Random Walks on Trees and Matchings
Diaconis, Persi; Stanford University - Holmes, Susan; Stanford University

Formato:	Peer-reviewed Article,
Enlaces:	We give sharp rates of convergence for a natural Markov chain on the space of phylogenetic trees and dually for the natural random walk on the set of perfect matchings in the complete graph on $2n$ vertices. Roughly, the results…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

Self-normalized Large Deviations for Markov Chains
Faure, Mathieu; Universit'e de Marne La Vall'ee

Formato:	Peer-reviewed Article,
Enlaces:	We prove a self-normalized large deviation principle for sums of Banach space valued functions of a Markov chain. Self-normalization applies to situations for which a full large deviation principle is not available. We follow the lead of Dembo and Shao…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

Examples of Convergence and Non-convergence of Markov Chains Conditioned Not To Die
Jacka, Saul; University of Warwick - Warren, Jon; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we give two examples of evanescent Markov chains which exhibit unusual behaviour on conditioning to survive for large times. In the first example we show that the conditioned processes converge vaguely in the discrete topology to a…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

Intrinsic Location Parameter of a Diffusion Process
Darling, R. W. R.; National Security Agency

Formato:	Peer-reviewed Article,
Enlaces:	For nonlinear functions $f$ of a random vector $Y$, $E[f(Y)]$ and $f(E[Y])$ usually differ. Consequently the mathematical expectation of $Y$ is not intrinsic: when we change coordinate systems, it is not invariant.This article is about a fundamental and hitherto neglected…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

A Cramér Type Theorem for Weighted Random Variables
Najim, Jamal; Université Paris 10-Nanterre

Formato:	Peer-reviewed Article,
Enlaces:	A Large Deviation Principle (LDP) is proved for the family $(1/n)\sum_1^n f(x_i^n) Z_i$ where $(1/n)\sum_1^n \delta_{x_i^n}$ converges weakly to a probability measure on $R$ and $(Z_i)_{i\in N}$ are $R^d$-valued independent and identically distributed random variables having some exponential moments, i.e.,…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

Renormalizations of Branching Random Walks in Equilibrium
Zähle, Iljana; Universität Erlangen-Nürnberg

Formato:	Peer-reviewed Article,
Enlaces:	We study the $d$-dimensional branching random walk for $d>2$. This process has extremal equilibria for every intensity. We are interested in the large space scale and large space-time scale behavior of the equilibrium state. We show that the fluctuations of…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

Eigenvalues of Random Wreath Products
Evans, Steven N.; University of California at Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Consider a uniformly chosen element $X_n$ of the $n$-fold wreath product $\Gamma_n = G \wr G \wr \cdots \wr G$, where $G$ is a finite permutation group acting transitively on some set of size $s$. The eigenvalues of $X_n$ in…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

Hitting Properties of a Random String
Mueller, Carl; University of Rochester - Tribe, Roger; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	We consider Funaki's model of a random string taking values in $\mathbf{R}^d$. It is specified by the following stochastic PDE, \[ \frac{\partial u(x)}{\partial t}=\frac{\partial^2 u(x)}{\partial x^2} +\dot{W}. \] where $\dot{W}=\dot{W}(x,t)$ is two-parameter white noise, also taking values in $\mathbf{R}^d$. We…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

10.

Diffusion and Scattering of Shocks in the PartiallyAsymmetric Simple Exclusion Process
Belitsky, Vladimir; Universidade de Sao Paulo - Schütz, Gunter M.; Forschungszentrum Jülich

Formato:	Peer-reviewed Article,
Enlaces:	We study the behavior of shocks in the asymmetric simple exclusion process on $Z$ whose initial distribution is a product measure with a finite number of shocks. We prove that if the particle hopping rates of this process are in…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

11.

A Stochastic Two-Point Boundary Value Problem
Luo, S. J.; FinancialCAD Corp. - Walsh, John B.; University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	We investigate the two-point stochastic boundary-value problem on $[0,1]$: \begin{equation}\label{1} \begin{split} U'' &= f(U)\dot W + g(U,U')\\ U(0) &= \xi\\ U(1)&= \eta. \end{split} \tag{1} \end{equation} where $\dot W$ is a white noise on $[0,1]$, $\xi$ and…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

12.

Wiener Functionals of Second Order and Their Lévy Measures
Matsumoto, Hiroyuki; Nagoya University - Taniguchi, Setsuo; Kyushu University

Formato:	Peer-reviewed Article,
Enlaces:	The distributions of Wiener functionals of second order are infinitely divisible. An explicit expression of the associated Lévy measures in terms of the eigenvalues of the corresponding Hilbert-Schmidt operators on the Cameron-Martin subspace is presented. In some special cases, a…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

13.

Phase Transition for the Frog Model
Alves, Oswaldo; Universidade Federal de Goias - Machado, Fabio; Universidade de Sao Paulo - Popov, Serguei; Universidade de São Paulo

Formato:	Peer-reviewed Article,
Enlaces:	We study a system of simple random walks on graphs, known as frog model. This model can be described as follows: There are active and sleeping particles living on some graph. Each active particle performs a simple random walk with…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

Poisson Snake and Fragmentation
Abraham, Romain; Université René Descartes (Paris 5) - Serlet, Laurent; Université René Descartes (Paris 5)

Formato:	Peer-reviewed Article,
Enlaces:	Our main object that we call the Poisson snake is a Brownian snake as introduced by Le Gall. This process has values which are trajectories of standard Poisson process stopped at some random finite lifetime with Brownian evolution. We use…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

Transience and Non-explosion of Certain Stochastic Newtonian Systems
Kolokoltsov, Vassili N.; Nottingham Trent University - Schilling, R.L.; University of Sussex - Tyukov, A. E.; University of Sussex

Formato:	Peer-reviewed Article,
Enlaces:	We give sufficient conditions for non-explosion and transience of the solution $(x_t, p_t)$ (in dimensions $\geq 3$) to a stochastic Newtonian system of the form $$ \begin{cases} dx_t= p_t \, dt , \\ dp_t= -\frac{\partial V(x_t) }{\partial x} \, dt…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

Diffusion in Long-Range Correlated Ornstein-Uhlenbeck Flows
Fannjiang, Albert; University of California, Davis - Komorowski, Tomasz; UMCS

Formato:	Peer-reviewed Article,
Enlaces:	We study a diffusion process with a molecular diffusion and random Markovian-Gaussian drift for which the usual (spatial) Peclet number is infinite. We introduce a temporal Peclet number and we prove that, under the finiteness of the temporal Peclet number,…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

The Noise Made by a Poisson Snake
Warren, Jon; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	The purpose of this article is to study a coalescing flow of sticky Brownian motions. Sticky Brownian motion arises as a weak solution of a stochastic differential equation, and the study of the flow reveals the nature of the extra…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

18.

Stability Properties of Constrained Jump-Diffusion Processes
Atar, Rami; Technion - Israel Institute of Technology - Budhiraja, Amarjit; University of North Carolina

Formato:	Peer-reviewed Article,
Enlaces:	We consider a class of jump-diffusion processes, constrained to a polyhedral cone $G\subset\mathbb{R}^n$, where the constraint vector field is constant on each face of the boundary. The constraining mechanism corrects for ``attempts'' of the process to jump outside the domain.…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

19.

Non-Colliding Random Walks, Tandem Queues, and DiscreteOrthogonal Polynomial Ensembles
König, Wolfgang; BRIMS, Hewlett-Packard Laboratories - O'Connell, Neil; BRIMS, Hewlett-Packard Laboratories - Roch, Sébastien; École Polytechnique

Formato:	Peer-reviewed Article,
Enlaces:	We show that the function $h(x)=\prod_{i < j}(x_j-x_i)$ is harmonic for any random walk in $R^k$ with exchangeable increments, provided the required moments exist. For the subclass of random walks which can only exit the Weyl chamber $W=\{x\colon x_1 <…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

20.

Multiple Scale Analysis of Spatial Branching Processes under the Palm Distribution
Winter, Anita; Universität Erlangen-Nürnberg

Formato:	Peer-reviewed Article,
Enlaces:	We consider two types of measure-valued branching processes on the lattice $Z^d$. These are on the one hand side a particle system, called branching random walk, and on the other hand its continuous mass analogue, a system of interacting diffusions…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability

Recurso libre

21.

Mutually Catalytic Branching in The Plane: Infinite Measure States
Dawson, Donald A.; Carleton University - Etheridge, Alison M.; University of Oxford - Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics - Mytnik, Leonid; Technion - Israel Institute of Technology - Perkins, Edwin A.; The University of British Columbia - Xiong, Jie; University of Tennessee

Formato:	Peer-reviewed Article,
Enlaces:	A two-type infinite-measure-valued population in $R^2$ is constructed which undergoes diffusion and branching. The system is interactive in that the branching rate of each type is proportional to the local density of the other type. For a collision rate sufficiently…
Fecha:	2002-01-01
Recurso:	Electronic journal of probability